+319.3%
PAYX vs ALLE
+260.9%
+58.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.2% |
| 7D | -4.2% | -0.2% | -4.0% | -4.1% |
| 30D | +2.9% | -6.8% | +9.7% | +6.4% |
| 3M | +23.6% | +21.0% | +2.6% | +11.8% |
| 6M | +30.0% | +1.1% | +28.9% | +27.6% |
| YTD | +12.2% | -0.5% | +12.7% | +10.4% |
| 1Y | -7.5% | -7.3% | -0.2% | -5.8% |
| 3Y | +10.1% | +42.3% | -32.1% | -12.5% |
| 5Y | +25.1% | +13.5% | +11.7% | +9.8% |
| 10Y | +171.7% | +144.0% | +27.7% | +61.9% |
| All | +319.3% | +260.9% | +58.5% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling